Importing from Blender to Unity - Model looks different?

I imported a model from blender to unity as an fbx file, but for some reason it looks different. I don’t know how to really describe, so have some pictures:

Column in unity: Imgur: The magic of the Internet

Column in blender: Imgur: The magic of the Internet

And setting the mesh to smooth shading in blender makes it even worse:

Column in Unity: Imgur: The magic of the Internet

What can I do to make this look better? Is there a trick to have the model seem as sharp as in the blender preview?

@Simulacr0n It is all about lighting setup in Unity.
Blender have pretty standard light that make everything look good and smooth.

Check this tutorial, It show how lighting can make a model look smoother than it is.